+338.8%
CFG vs SEDG
+70.6%
+268.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.5% | +8.9% | -7.3% | +0.6% |
| 30D | -3.8% | +0.9% | -4.7% | -4.1% |
| 3M | +11.5% | -53.2% | +64.7% | +19.3% |
| 6M | +19.2% | -9.9% | +29.0% | +16.0% |
| YTD | +23.7% | +18.5% | +5.2% | +15.7% |
| 1Y | +38.8% | +0.1% | +38.7% | +30.5% |
| 3Y | +178.9% | -78.9% | +257.8% | +194.5% |
| 5Y | +101.8% | -88.0% | +189.8% | +119.5% |
| 10Y | +317.3% | +97.5% | +219.8% | +212.6% |
| All | +338.8% | +70.6% | +268.2% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling